askmike / gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/
MIT License
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Share your Gekko settings! #199

Closed PascalPixel closed 8 years ago

PascalPixel commented 10 years ago

Not an issue, but I would find it interesting to see some examples.

This is what the standard settings look like graphically, Exponential Moving Averages, short: 10, long: 21, sellTreshold: -0.025, buyTreshold: 0.025

screenshot 2014-02-07 22 04 52

In this case Gekko sold, held, sold and held, leaving no bitcoins, only dollars at this point

ikinga commented 10 years ago

I am still very new to this and unexperienced, trying to figure out how to use it. I have traded today using Gekko on Cexio GHS/BTC. I had about half of the amount in GHS and half in BTC, at a certain point Gekko was advising about a downtrend but was not buying, so I manually sold all the BTC (as I have deposited and wanted them to mine). So, when the downtrend started, gekko sold all my GHS, then we were back to the uptrend but since I've noticed Gekko was not buying (probably it wasn't the right moment, no idea),I have manually bought all GHS. I have tried it with a different setting for 3 days and I was constantly loosing :). So today I didn't want to be greedy, just get back what I lost.

Starting amount: GHS: 1.64940281 Final amount: GHS 1.67126740 (if you are not familiar with cexio it's some +0.0005 BTC).

Since I am just fooling around with CEX.io I am not putting a high amount of money at risk until I figure out what works, but every plus is funny. THis time I did only little changes. DEMA, candle size 5, history 20, short 10, long 21, down -0.1, up 0.1 But I am sure I am missing something, maybe some other files to change :). Seems like the bot sells in the right moment my GHS, but never buys them back, or is not set to do trading on contrary, but I think the "stop loss" is working.

SpencerCarstens commented 10 years ago

How did you graph that? Did I miss this Gekko function somewhere?

memeyou commented 10 years ago

"http://bitcoincharts.com"

SpencerCarstens commented 10 years ago

Thanks memeyou. I thought he meant he was graphing his gekko data.

memeyou commented 10 years ago

I use 2 minute candle and found using a persistence of 3 for long and 1 for short works effectively at catching pumps while being responsive enough to not hold the bag. Granted this isn't a feature supported but maybe there's a better way to achieve the same thing I just don't know about?

geekasylum commented 10 years ago

@ikinga Cexio trades on smaller increments than bitcoin. The indicators are built from prices, so for DEMA, you are looking at the lines crossing at prices like 0.0240 on Cexio whereas with bitcoins you are looking at prices like 560.123. The indicator values move much quicker/further on a bitcoin exchange than on cexio's GHS exchange.

Leave the short and long settings where you are comfortable, but adjust the thresholds to be smaller for Cexio. I found a blog post which mentions this: http://freetimeslime.com/blog/?p=15 it is for an older version of gekko but may help.

Here are my settings for MACD. Dont use these thresholds for DEMA as MACD movements are even smaller. For DEMA try the values suggested in the blog.(ie: 0.0025).

I prefer MACD because it catches up/down swings long before the EMA reacts to the overall trend, however this implies more risk. It also helps visualise the thresholds, which are simply the amount of divergence between the lines.

Note: I also use the same short, long, signal settings on bitcoinwisdom.com which helps me see what gekko is seeing.

// my MACD settings for cexio: config.MACD = { short: 12, long: 26, signal: 9, thresholds: { down: -0.0000025, up: 0.0000025, persistence: 1
} };

PascalPixel commented 10 years ago

@geekasylum thanks that actually looks pretty good, anyone else please post :+1:

ikinga commented 10 years ago

I switched to MACD right before the post, and I also get to same conclusion that down and up settings should be much smaller, but, from my calculations I think they should be in this range: somewhere between 0.00009 to 0.00001 As for the short and long EMAs I am testing it with 1 and 5 (I think it's too "reactive) and with some higher values but short one I keep it under 5 in all testings so far. Still trying to figure out what works :)

askmike commented 10 years ago

I recently came across this thread on bitcointalk, maybe it's handy for anyone:

Evaluating parameters for EMA crossover trading: A rigorous approach (kind of)